| uplo2uco {nlsic} | R Documentation |
Transform box-type inequalities into matrix and vector form
Description
Transform a set of inequalities param["name"] >= lower["name"] and
param["name"] <= upper["name"] into a list with matrix u and vector co such that
u%*%param>=co. In addition to box inequalities above, user can provide linear
inequalities in a form like "a+2*c+3*b >= 0" where 'a', 'b' and 'c' must be names of
param components. Numeric and symbolic coefficients and right hand sides
are allowed in these expressions. However, symbols must be defined at the moment
of calling uplo2uco() so that expressions containing such symbols could
be eval()-ed to numerical values. All inequalities must be written with '>='
sign (not with '<=', '>', ...).
Usage
uplo2uco(param, upper = NULL, lower = NULL, linear = NULL)
Arguments
param |
a named vector whose names will be used for parsing inequalities |
upper |
a named numeric vector of upper limits |
lower |
a named numeric vector of lower limits |
linear |
a string vector of linear inequalities |
Value
a list with numeric matrix 'u' and vector 'co' such that u%*%param-co>=0
See Also
equa2vecmat for parsing linear expressions